Universe
Active equities from the selected country only. ETFs, crypto, commodities, and listings outside the selected market are excluded from each country index.
Signal Validation
Trend Performance Index
United States equities with 4-8 positive trend weeks, a weekly close below fair value, positive Market Activity, positive 30-week SMA Rate of Change, and positive Relative Strength.
Index Value
437.28
Total Return
337.28%
CAGR
52.30%
Annualized from first index week
Edge vs Market
+29.85%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.23
Sortino 3.79
Current Holdings
283
Transactions
4969
Avg 1416.8/yr ·
118.1/mo ·
27.2/wk
Exit Mix
2343
Stop 57.3% ·
Warning 42.6%
· Other 0.1%
Method
How The Index Works
The index is a weekly, equal-weighted performance model for the selected country’s equities. It starts at 100.00 on the first transaction week after 1 Jan 2023 and is rebuilt from stored weekly closes, indicators, and Smart Money warning data.
Entry Rule
A stock enters at that week’s close when it has 4-8 positive trend signals, the close is below that week’s fair value, Market Activity, 30-week SMA 4-week Rate of Change, and Relative Strength are all above zero, and there is no Reversal Risk or Reversal Danger Warning that week.
Exit Rule
A position exits at the weekly close on the first Reversal Risk Warning or Reversal Danger Warning. It also exits if the weekly close falls 20% or more below the original entry close.
Return Math
Each active holding contributes equally. The weekly index return is the average weekly close-to-close return of all positions active during that week, then compounded into the index value.
Assumptions
- Positions that exit cannot re-enter during the same positive trend run; the trend signal must reset first.
- New positions are not opened on weeks with Reversal Risk or Reversal Danger Warnings.
- Positions are closed at the last valid close if a 5x or larger weekly close scale break indicates a price-data unit change.
- Transaction prices are the stored weekly closes for the entry or exit week, except price scale-break exits, which use the last valid close.
- Returns are shown before transaction costs, bid-ask spreads, slippage, taxes, and other implementation frictions.
Weekly Index
Cumulative Value
Latest Week
Positions In And Out
New Positions In
Entries at weekly close
AMCX
NASDAQ · AMC Networks Inc
9.92
4 signals · MA 47.92 · ROC 1.23% · RS 4.42
BFRI
NASDAQ · Biofrontera Inc
1.10
4 signals · MA 27.02 · ROC 3.25% · RS 2.20
FIVN
NASDAQ · Five9 Inc
25.42
6 signals · MA 41.93 · ROC 1.63% · RS 2.87
HPP
NYSE · Hudson Pacific Properties Inc
15.18
4 signals · MA 83.69 · ROC 3.64% · RS 4.60
IFBD
NASDAQ · Infobird Co Ltd
1.21
4 signals · MA 0.63 · ROC 1.78% · RS 2.44
S
NYSE · SentinelOne Inc
17.88
6 signals · MA 36.82 · ROC 1.09% · RS 1.09
STFS
NASDAQ · Star Fashion Culture Holdings Limited
18.29
8 signals · MA 81.90 · ROC 18.63% · RS 12.34
SXC
NYSE · SunCoke Energy Inc
8.22
7 signals · MA 32.21 · ROC 3.23% · RS 1.72
Positions Out
Closed at weekly close
ACDC
NASDAQ · ProFrac Holding Corp.
4.92
20% entry drawdown · -23.36%
AMR
NYSE · Alpha Metallurgical Resources Inc
146.69
20% entry drawdown · -23.81%
IPWR
NASDAQ · Ideal Power Inc
4.57
20% entry drawdown · -25.08%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 89.47%
LAND
NASDAQ · Gladstone Land Corporation
8.56
20% entry drawdown · -20.43%
LESL
NASDAQ · Leslies Inc
6.24
20% entry drawdown · -34.93%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
TROX
NYSE · Tronox Holdings PLC
6.14
20% entry drawdown · -20.79%
UNCY
NASDAQ · Unicycive Therapeutics Inc
5.21
20% entry drawdown · -22.12%
XWEL
NASDAQ · XWELL Inc.
0.95
20% entry drawdown · -25.57%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signals
Activity
ROC
RS
WAFU
NASDAQ · Wah Fu Education Group Ltd
17 Oct 20251.88
1.56
-17.02%
4
77.42
0.81%
1.04
WATT
NASDAQ · Energous Corporation
20 Mar 202618.04
17.99
-0.28%
4
97.98
7.58%
104.56
WEST
NASDAQ · Westrock Coffee Company
5 Jun 20267.54
7.43
-1.46%
8
89.01
10.08%
20.93
WSC
NASDAQ · Willscot Mobile Mini Holdings Corp A
5 Jun 202626.21
26.24
0.11%
5
85.43
2.98%
0.21
WYHG
NASDAQ · Wing Yip Food Holdings Group Limited American Depositary Shares
3 Jul 20264.51
4.17
-7.54%
4
83.26
5.14%
9.36
XFOR
NASDAQ · X4 Pharmaceuticals Inc
10 Apr 20264.10
4.41
7.56%
4
42.28
2.04%
12.07
XIFR
NYSE · XPLR Infrastructure LP Unit
8 May 202611.73
12.15
3.58%
8
34.34
0.51%
6.37
XPEL
NASDAQ · Xpel Inc
28 Nov 202546.48
44.49
-4.28%
4
54.51
5.76%
11.23
XPER
NYSE · Xperi Corp
29 May 20267.95
7.79
-2.01%
4
96.62
2.84%
7.56
XPRO
NYSE · Expro Group Holdings NV
17 Oct 202512.44
15.46
24.28%
6
59.92
2.10%
1.09
ZD
NASDAQ · Ziff Davis Inc
17 Apr 202647.55
52.18
9.74%
4
91.45
2.32%
20.55
ZGN
NYSE · Ermenegildo Zegna NV
19 Sep 20259.50
13.44
41.47%
4
41.96
0.31%
3.15
ZNTL
NASDAQ · Zentalis Pharmaceuticals Llc
30 Jan 20262.43
4.88
100.82%
4
93.40
15.91%
32.39
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
22 Mar 2024
Exit
JSPR
NASDAQ · Jasper Therapeutics Inc
29.23
Reversal Risk Warning
16.55%
Entry 15 Mar 2024
25.08
22 Mar 2024
Exit
LNSR
NASDAQ · LENSAR Inc
3.51
20% entry drawdown
-25.32%
Entry 1 Mar 2024
4.70
22 Mar 2024
Exit
LVO
NASDAQ · LiveOne Inc
20.40
Reversal Risk Warning
78.95%
Entry 31 Mar 2023
11.40
22 Mar 2024
Exit
NOTV
NASDAQ · Inotiv Inc
10.64
Reversal Risk Warning
16.54%
Entry 15 Mar 2024
9.13
22 Mar 2024
Exit
OGI
NASDAQ · OrganiGram Holdings Inc
2.72
Reversal Risk Warning
25.93%
Entry 1 Mar 2024
2.16
22 Mar 2024
Exit
OPRX
NASDAQ · OPTIMIZERx Corp
11.47
20% entry drawdown
-27.41%
Entry 16 Feb 2024
15.80
22 Mar 2024
Entry
OSS
NASDAQ · One Stop Systems Inc
3.24
Trend inclusion
-
5 signals
MA 96.12 · ROC 7.71% · RS 12.36
22 Mar 2024
Exit
PLUR
NASDAQ · Pluri Inc.
7.60
Reversal Danger Warning
-4.74%
Entry 15 Mar 2024
7.98
22 Mar 2024
Entry
QBTS
NYSE · D-Wave Quantum Inc.
1.94
Trend inclusion
-
4 signals
MA 71.97 · ROC 5.49% · RS 39.42
22 Mar 2024
Entry
RAIL
NASDAQ · Freightcar America Inc
3.75
Trend inclusion
-
4 signals
MA 39.54 · ROC 1.88% · RS 11.72
22 Mar 2024
Entry
RPAY
NASDAQ · Repay Holdings Corp
10.84
Trend inclusion
-
4 signals
MA 95.05 · ROC 2.52% · RS 18.89
22 Mar 2024
Entry
SKYE
NASDAQ · Skye Bioscience, Inc. Common Stock
12.00
Trend inclusion
-
5 signals
MA 87.78 · ROC 39.81% · RS 129.28
22 Mar 2024
Entry
SPHR
NYSE · Sphere Entertainment Co.
45.66
Trend inclusion
-
4 signals
MA 82.05 · ROC 3.56% · RS 8.48
22 Mar 2024
Exit
SQFT
NASDAQ · Presidio Property Trust
13.00
Reversal Risk Warning
12.07%
Entry 12 Jan 2024
11.60
22 Mar 2024
Exit
TKNO
NASDAQ · Alpha Teknova Inc
2.48
20% entry drawdown
-28.12%
Entry 23 Feb 2024
3.45
22 Mar 2024
Exit
TNC
NYSE · Tennant Company
117.81
Reversal Risk Warning
83.55%
Entry 27 Jan 2023
64.18
22 Mar 2024
Entry
TPB
NYSE · Turning Point Brands Inc
28.62
Trend inclusion
-
4 signals
MA 51.30 · ROC 1.54% · RS 5.50
22 Mar 2024
Entry
VANI
NASDAQ · Vivani Medical Inc.
2.00
Trend inclusion
-
4 signals
MA 72.92 · ROC 15.17% · RS 42.77
22 Mar 2024
Entry
WGS
NASDAQ · GeneDx Holdings Corp.
8.61
Trend inclusion
-
4 signals
MA 97.51 · ROC 15.04% · RS 29.97
22 Mar 2024
Exit
WIMI
NASDAQ · WiMi Hologram Cloud Inc
9.24
20% entry drawdown
-46.59%
Entry 15 Mar 2024
17.30
15 Mar 2024
Exit
ADCT
NYSE · ADC Therapeutics SA
3.78
20% entry drawdown
-22.22%
Entry 1 Mar 2024
4.86
15 Mar 2024
Entry
ATOS
NASDAQ · Atossa Genetics Inc
19.35
Trend inclusion
-
4 signals
MA 84.64 · ROC 1.01% · RS 29.51
15 Mar 2024
Exit
AXGN
NASDAQ · Axogen Inc
7.68
20% entry drawdown
-27.55%
Entry 16 Feb 2024
10.60
15 Mar 2024
Entry
AXTI
NASDAQ · AXT Inc
4.87
Trend inclusion
-
4 signals
MA 65.10 · ROC 9.31% · RS 43.77
15 Mar 2024
Entry
BEAM
NASDAQ · Beam Therapeutics Inc
35.41
Trend inclusion
-
6 signals
MA 93.79 · ROC 5.15% · RS 5.86
15 Mar 2024
Exit
BTCS
NASDAQ · BTCS Inc
1.38
20% entry drawdown
-24.73%
Entry 12 Jan 2024
1.84
15 Mar 2024
Exit
CD
NASDAQ · Chaince Digital Holdings Inc.
1.80
20% entry drawdown
-22.41%
Entry 8 Mar 2024
2.32
15 Mar 2024
Exit
CLLS
NASDAQ · Cellectis SA
2.54
20% entry drawdown
-20.63%
Entry 15 Dec 2023
3.20
15 Mar 2024
Entry
EDUC
NASDAQ · Educational Development Corporation
1.87
Trend inclusion
-
4 signals
MA 62.08 · ROC 0.81% · RS 6.80
15 Mar 2024
Exit
ENR
NYSE · Energizer Holdings Inc
25.24
20% entry drawdown
-20.37%
Entry 6 Jan 2023
31.70